+4,607.0%
EOG vs URI
+7,462.1%
-2,855.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -11.1% | -9.8% | -1.3% | -8.8% |
| 30D | +2.7% | +1.7% | +1.0% | +2.1% |
| 3M | +8.8% | -9.1% | +17.8% | +10.8% |
| 6M | +10.8% | +9.9% | +0.9% | +6.7% |
| YTD | +44.6% | +31.2% | +13.4% | +30.5% |
| 1Y | +44.6% | +25.9% | +18.6% | +31.8% |
| 3Y | +29.5% | +147.4% | -117.9% | -3.8% |
| 5Y | +96.3% | +179.7% | -83.5% | +37.9% |
| 10Y | +122.4% | +1,419.5% | -1,297.1% | +2.3% |
| All | +4,607.0% | +7,462.1% | -2,855.0% | +1,165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling